Citi Call 90 HNK1 16.12.2021/  DE000KA27AV3  /

EUWAX
1/17/2020  4:55:52 PM Chg.+0.21 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
1.74EUR +13.73% 1.74
Bid Size: 5,500
1.81
Ask Size: 5,500
HEINEKEN EO... 90.00 EUR 12/16/2021 Call

Master data

WKN: KA27AV
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/16/2021
Issue date: 8/15/2019
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.37
Implied volatility: 0.72
Historic volatility: 0.16
Parity: 1.37
Time value: 0.45
Break-even: 108.10
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.02
Spread abs.: 0.07
Spread %: 3.87%
Delta: 0.40
Theta: 0.00
Omega: 2.28
Rho: 0.44
 

Quote data

Open: 1.69
High: 1.74
Low: 1.69
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.94%
1 Month  
+51.30%
3 Months  
+22.54%
YTD  
+41.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.74 1.30
1M High / 1M Low: 1.74 1.10
6M High / 6M Low: - -
High (YTD): 1/17/2020 1.74
Low (YTD): 1/3/2020 1.17
52W High: - -
52W Low: - -
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -